+2,001.6%
CL vs ACGL
+5,010.0%
-3,008.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.7% | +0.6% | +2.8% |
| 7D | +7.7% | +8.0% | -0.3% | +6.3% |
| 30D | +15.2% | +17.3% | -2.1% | +12.2% |
| 3M | +7.3% | +11.2% | -3.9% | +5.4% |
| 6M | +17.0% | +18.2% | -1.2% | +13.7% |
| YTD | +28.0% | +15.4% | +12.6% | +24.8% |
| 1Y | +32.1% | +26.5% | +5.6% | +26.8% |
| 3Y | +41.5% | +36.1% | +5.4% | +33.4% |
| 5Y | +43.9% | +175.9% | -132.0% | +20.0% |
| 10Y | +79.8% | +352.4% | -272.6% | +36.8% |
| All | +2,001.6% | +5,010.0% | -3,008.4% | +1,227.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ACGL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling